Our Market Risk Management training provides participants with a solid foundation in identifying, measuring, and managing risks arising from movements in interest rates, foreign exchange, equities, and commodities.

The program covers essential tools such as sensitivity analysis (Greeks), Value-at-Risk (VaR), stress testing, and scenario analysis, while also linking these practices to regulatory frameworks under both Basel III/IV for banks and Solvency II for insurers.

Participants will learn how to manage exposures across the trading book and banking book, apply hedging strategies using derivatives, and assess the impact of market volatility on balance sheets and portfolios. Through case studies and practical exercises, the training bridges theory with practice, enabling participants to meet supervisory expectations while strengthening risk oversight and decision-making in dynamic market environments.